CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4484 |
1.4718 |
0.0234 |
1.6% |
1.4782 |
| High |
1.4743 |
1.4774 |
0.0031 |
0.2% |
1.4816 |
| Low |
1.4443 |
1.4573 |
0.0130 |
0.9% |
1.4397 |
| Close |
1.4694 |
1.4669 |
-0.0025 |
-0.2% |
1.4669 |
| Range |
0.0300 |
0.0201 |
-0.0099 |
-33.0% |
0.0419 |
| ATR |
0.0240 |
0.0237 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
108,893 |
74,500 |
-34,393 |
-31.6% |
395,797 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5173 |
1.4780 |
|
| R3 |
1.5074 |
1.4972 |
1.4724 |
|
| R2 |
1.4873 |
1.4873 |
1.4706 |
|
| R1 |
1.4771 |
1.4771 |
1.4687 |
1.4722 |
| PP |
1.4672 |
1.4672 |
1.4672 |
1.4647 |
| S1 |
1.4570 |
1.4570 |
1.4651 |
1.4521 |
| S2 |
1.4471 |
1.4471 |
1.4632 |
|
| S3 |
1.4270 |
1.4369 |
1.4614 |
|
| S4 |
1.4069 |
1.4168 |
1.4558 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5696 |
1.4899 |
|
| R3 |
1.5465 |
1.5277 |
1.4784 |
|
| R2 |
1.5046 |
1.5046 |
1.4746 |
|
| R1 |
1.4858 |
1.4858 |
1.4707 |
1.4743 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4570 |
| S1 |
1.4439 |
1.4439 |
1.4631 |
1.4324 |
| S2 |
1.4208 |
1.4208 |
1.4592 |
|
| S3 |
1.3789 |
1.4020 |
1.4554 |
|
| S4 |
1.3370 |
1.3601 |
1.4439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4816 |
1.4397 |
0.0419 |
2.9% |
0.0272 |
1.9% |
65% |
False |
False |
79,159 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.6% |
0.0239 |
1.6% |
41% |
False |
False |
69,054 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.5% |
0.0222 |
1.5% |
58% |
False |
False |
66,753 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0238 |
1.6% |
72% |
False |
False |
51,514 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0234 |
1.6% |
72% |
False |
False |
34,478 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.5% |
0.0226 |
1.5% |
62% |
False |
False |
25,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5628 |
|
2.618 |
1.5300 |
|
1.618 |
1.5099 |
|
1.000 |
1.4975 |
|
0.618 |
1.4898 |
|
HIGH |
1.4774 |
|
0.618 |
1.4697 |
|
0.500 |
1.4674 |
|
0.382 |
1.4650 |
|
LOW |
1.4573 |
|
0.618 |
1.4449 |
|
1.000 |
1.4372 |
|
1.618 |
1.4248 |
|
2.618 |
1.4047 |
|
4.250 |
1.3719 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4674 |
1.4641 |
| PP |
1.4672 |
1.4613 |
| S1 |
1.4671 |
1.4586 |
|